Holmen AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.57% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5246 | 8.48 | |
| 0.1344 | 7.49 | |
| 0.7387 | 23.56 | |
| -0.0504 | -1.33 | |
| 0.1322 | 2.09 | |
| -0.1789 | -3.05 | |
| 0.1890 | 2.72 | |
| -0.1620 | -2.46 | |
| 0.1091 | 2.39 | |
| -0.0304 | -0.89 | |
| -0.0367 | -1.28 | |
| 0.0413 | 2.06 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities